+755.9%
ASTS vs DLR
+53.7%
+702.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.4% | +10.7% | +11.5% |
| 7D | +1.5% | +2.4% | -0.8% | +0.5% |
| 30D | -27.6% | +0.7% | -28.4% | -27.1% |
| 3M | -48.7% | -6.4% | -42.3% | -45.6% |
| 6M | -50.8% | -6.5% | -44.3% | -48.3% |
| YTD | -49.2% | +18.8% | -68.0% | -54.8% |
| 1Y | -46.7% | +9.0% | -55.7% | -49.7% |
| All | +755.9% | +53.7% | +702.2% | +772.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling